In this paper we introduce the notion of α-martingale as the fractional derivative of order α of a continuous local martingale, where α ∈ (−12 , 1 2), and we show that it has a nonzero finite variation of order 2 1+2α , under some integrability assumptions on the quadratic variation of the local martingale. As an application we establish an extension of Lévy’s characterization theorem for the f...

Keywords: Volterra–Stieltjes integral equation Fractional integral–differential equations Riemann–Liouville fractional operators Existence and stability of solutions Fixed point a b s t r a c t Our aim in this paper is to study the existence and the stability of solutions for Riemann–Liouville Volterra–Stieltjes quadratic integral equations of fractional order. Our results are obtained by using...

Polynomial optimization encompasses a very rich class of problems in which both the objective and constraints can be written in terms of polynomials on the decision variables. There is a well established body of research on quadratic polynomial optimization problems based on reformulations of the original problem as a conic program over the cone of completely positive matrices, or its conic dua...

We consider optimization problems on Riemannian manifolds with equality and inequality constraints, which we call nonlinear (RNLO) problems. Although they have numerous applications, the existing studies them are limited especially in terms of algorithms. In this paper, propose sequential quadratic (RSQO) that uses a line-search technique an $\ell_{1}$ penalty function as extension standard SQO...

Abstract—The article presents an application of Fractional Model Predictive Control (FMPC) to a fractional order thermal system using Controlled Auto Regressive Integrated Moving Average (CARIMA) model obtained by discretization of a continuous fractional differential equation. Moreover, the output deviation approach is exploited to design the K -step ahead output predictor, and the correspondi...

This paper proposes a novel method for controlling the convergence rate of a particle swarm optimization algorithm using fractional calculus (FC) concepts. The optimization is tested for several wellknown functions and the relationship between the fractional order velocity and the convergence of the algorithm is observed. The FC demonstrates a potential for interpreting evolution of the algorit...

this paper presents a fuzzy approach to the prediction of highly nonlinear timeseries.the optimized mamdani-type fuzzy system denoted sqp-flc is applied forthe input-output modeling of measured data. in order to tune fuzzy membershipfunctions, a sequential quadratic programming (sqp) method is employed. theproposed method is evaluated and validated on a highly complex time series, dailygold pri...

in this paper, we consider convex quadratic semidefinite optimization problems and provide a primal-dual interior point method (ipm) based on a new kernel function with a trigonometric barrier term. iteration complexity of the algorithm is analyzed using some easy to check and mild conditions. although our proposed kernel function is neither a self-regular (sr) function nor logarithmic barrier ...

In this paper, we establish global optimality conditions for quadratic optimization problems with quadratic equality and bivalent constraints. We first present a necessary and sufficient condition for a global minimizer of quadratic optimization problems with quadratic equality and bivalent constraints. Then, we examine situations where this optimality condition is equivalent to checking the po...

The present article is devoted to a fine study of the convergence of renormalized weighted quadratic and cubic variations of a fractional Brownian motion B with Hurst index H . In the quadratic (resp. cubic) case, when H < 1/4 (resp. H < 1/6), we show by means of Malliavin calculus that the convergence holds in L toward an explicit limit which only depends on B. This result is somewhat surprisi...